Linear Regression Intercept (LINEARREG_INTERCEPT)

Summary

Returns the y-intercept (b) of the least-squares regression line fitted over the last optInTimePeriod values. Part of the linear-regression family (LINEARREG, SLOPE, ANGLE, TSF).

Chart

Reference data (CSV) · Chart (SVG)

Chart metadata i

Outputs

outReal: line

Fit y = b + m·x over the window with x = bars-ago (x=0 is the current bar, x=period-1 the oldest). With SumX = period(period-1)/2, SumXSqr = period(period-1)(2·period-1)/6, Divisor = SumX² − period·SumXSqr: m = (period·SumXY − SumX·SumY) / Divisor b = (SumY − m·SumX) / period ← output

Inputs

inReal — Input series to regress

Outputs

outReal — Intercept b of the fitted line at each bar

Parameters

Parameter	Type	Default	Accepted values	Description
`optInTimePeriod`	integer	14	2–100000	Window length of the regression

Properties

Numerical Stability: Start-Independent


✅ Overlap Input i
☐ Independent Y-Axis
☐ Candlestick
☐ Display Shift


☐ Can Output NaN or ±Inf
☐ Identity at Period 1
☐ Uses Transcendental
☐ Input Must Be Positive

Example

#include <stdio.h>
#include <ta_libc.h>

int n = 252;
double series[252]; /* your data, oldest first */
double out[252];
int outBegIdx, outNBElement;

TA_Initialize();
TA_LINEARREG_INTERCEPT( 0, n - 1, series, 14, &outBegIdx, &outNBElement, out );
printf( "%d values from bar %d; last out = %f\n", outNBElement, outBegIdx, out[outNBElement - 1] );

Rust

use ta_lib::Core;

let series = vec![0.0; 252]; // your data, oldest first
let mut out = vec![0.0; 252];

let core = Core::new();
let range = core.linearreg_intercept(0, series.len() - 1, &series, 14, &mut out)?;
println!("{} values from bar {}; last out = {}", range.count, range.beg_idx, out[range.count - 1]);

Java

import io.github.talib.Core;
import io.github.talib.OutRange;

double[] series = new double[252]; // your data, oldest first
double[] out = new double[252];

Core core = Core.DEFAULT;
OutRange r = core.linearregIntercept(0, series.length - 1, series, 14, out);
System.out.println(r.count() + " values from bar " + r.begIdx() + "; last out = " + out[r.count() - 1]);

using System;
using TALib;

var series = new double[252]; // your data, oldest first
var outReal = new double[252];

var core = Core.Default;
OutRange r = core.LinearregIntercept(0, series.Length - 1, series, 14, outReal);
Console.WriteLine($"{r.Count} values from bar {r.BegIdx}; last outReal = {outReal[r.Count - 1]}");

TypeScript

import { linearregIntercept } from 'ta-lib';

const series = new Float64Array(252); // your data, oldest first

const { begIdx, values } = linearregIntercept(series, { timePeriod: 14 });
console.log(values.length + ' values from bar ' + begIdx + '; last values = ' + values[values.length - 1]);

Implementation

Added in 0.4.0.

TA-Lib Definition: linearreg_intercept.c · linearreg_intercept.yaml

Native	File
C	`ta_LINEARREG_INTERCEPT.c`
Rust	`linearreg_intercept.rs`
Java	`Core_LINEARREG_INTERCEPT.java`
C#	`Core_LINEARREG_INTERCEPT.cs`
TypeScript	`linearregIntercept.ts`

Python: talib.LINEARREG_INTERCEPT, see ta-lib-python.

TA-Lib is also available for R and more using a wrapper.

Aliases

Linear Regression Intercept